EEM762 Advanced Control Systems

weekly schedule

week	part	topic
1	linear algebra and basic optimization	introduction and math review; least squares
2	linear algebra and basic optimization	least norm optimization; multi-objective optimization
3	linear algebra and basic optimization	singular value decomposition (SVD); properties of the SVD; uncertainty ellipsoids
4	optimal estimation and control	random variables and vectors; marginal and conditional distributions; joint distribution and estimation
5	optimal estimation and control	Kalman filter; steady-state Kalman filter
6	optimal estimation and control	linear quadratic regulator (LQR), stochastic LQR
7		review and preparation for the exam (midterm)
8		midterm exam
9	optimal estimation and control	balanced realization, linear quadratic Gaussian (LQG) control
10	constrained optimization	convex optimization, bounding and duality
11	constrained optimization	Karush-Kuhn-Tucker (KKT) conditions
12	constrained and robust control	model predictive control
13	constrained and robust control	Lyapunov stability theory
14	constrained and robust control	H2 and Hinf norms; risk-sensitive control; the S-procedure
15		review and preparation for the exam (final)

resources on control systems basics: sirmatel.github.io/teaching/314

resources on advanced control systems: see under “Resources” at Advanced Control Engineering, Laurent Lessard